I don’t know if this is a common counter-argument or not, but you have to be very careful with your suicide, so that the next most likely outcome is not to give you horrible permanent injuries. It seems to me that if the whole multi-universe theory is correct, then at the end of your life, the next most likely outcome to death is another painful last gasp. And another. And so forth..
Also, many people include the happiness of others in their utility function and a quantum suicide would do harm to your friends and family.
Yes, I admit it scores low on “strange”, but it seems to me that if we would have one really hard-wired blind spot, it would be thinking about and fully embracing this. Since “clinical depression”, as you put it, can be very counter-productive to reproduction.